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A censored–GARCH model of asset returns with price limits

✍ Scribed by Steven X. Wei

Book ID: 117628136
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 203 KB
Volume: 9
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(01)00051-2

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